You need data to make the phone work. The 4G plan includes tethering.
While "methods do exist," as Mr. Ed pointed out, AT&T monitors closely for that kind of activity and will boot you from an unlimited data plan if you still have one. (They let me keep mine when I "untethered", in a manner of speaking, my account from my girlfriend's a week ago.)
They may be able to terminate your contract if you're already on a limited data plan.